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TBA99
Registered: Nov 2006
Posts: 74 |
11-09-12 09:25 PM
SIM Test Phase 2:
Start Date: 2012-11-07
[A1] Account 1 (Dedicated Long) Opening Balance: $80,000.00
[A2] Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%
Annual Return: (-0.34%)
Total Balance: $159452.71
Account 1 Balance: $79285.71
Account 2 Balance: $80,167.00
2012-11-09 Profit/Loss: +$289.95
Strategy Execution Rating: 6.0
Daily Recap:
S&P 500: +2.34 >>>>> (1379.85)
DJIA: +3.92 >>>>> (12815.24)
NASDAQ: +9.29 >>>>> (2904.87)
- Account was swinging between positive /negative today. Ended slightly in the red.
- Much better execution of the strategy today.
- Will start to setup/use a daily playbook starting Monday.
- 2nd (2 of 6) scanner component completed. Third component will take approximately a week to finish.
- Was happy to reduce the number of shares of OXY (800). Sold at a profit.
Trades:
Note: Trades will only be posted in this section once the position has been open /closed. The default volume per trade is (400) shares.
APA
Total P/L: +$279.00
[A1] P/L: +$192.00
[A2] P/L:+$87.00
OXY
Total P/L: +$252.00
[A1] P/L: +$172.00
[A2] P/L: +$80.00
PEP
Total P/L: $0.00
[A1] P/L: $0.00
[A2] P/L: $0.00
SBUX
Total P/L: $0.00
[A1] P/L: $0.00
[A2] P/L: $0.00
Positions:
APA: $78.62
[A1] (800):
[A2] (0)
OXY: $76.74
[A1] (1200):
[A2] (0):
PEP: $68.85
[A1] (400):
[A2] (0)
SBUX: $51.00
[A1] (400):
[A2] (0)
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TBA99
Registered: Nov 2006
Posts: 74 |
11-13-12 10:40 AM
SIM Test Phase 2:
Start Date: 2012-11-07
[A1] Account 1 (Dedicated Long) Opening Balance: $80,000.00
[A2] Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%
Annual Return: (-0.75%)
Total Balance: $158794.71
Account 1 Balance: $78627.71
Account 2 Balance: $80,167.00
2012-11-12 Profit/Loss: -$658.00
Strategy Execution Rating: 1.0
Daily Recap:
S&P 500: +.18 >>>>> 1380.03
DJIA: -.31 >>>>>12815.08
NASDAQ: -.61 >>>>> 2904.26
- Account moved deeper into the red today.
- Playbook started.
- Started work on the third scanner component (3 of 6).
- (LC) affected daily play.
Trades:
Note: Trades will only be posted in this section once the position has been open /closed. The default volume per trade is (400) shares.
APA
Total P/L: +$279.00
[A1] P/L: +$192.00
[A2] P/L:+$87.00
OXY
Total P/L: +$260.00
[A1] P/L: +$180.00
[A2] P/L: +$80.00
PEP
Total P/L: $0.00
[A1] P/L: $0.00
[A2] P/L: $0.00
SBUX
Total P/L: $0.00
[A1] P/L: $0.00
[A2] P/L: $0.00
Positions:
APA: $78.62
[A1] (800):
[A2] (0)
OXY: $76.74
[A1] (1200):
[A2] (0):
PEP: $68.85
[A1] (400):
[A2] (0)
SBUX: $51.00
[A1] (800):
[A2] (0)
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TBA99
Registered: Nov 2006
Posts: 74 |
11-17-12 07:39 AM
It's a sad day for this project. It's been put on hold to further notice. The reasons for putting this project on hold include the current working conditions, limited preparation time before and during the trading day, and the constant interruptions that occur during the trading day. The business is currently home based and now requires a move to a dedicated location. The current strategy requires an overseer for the full business day. (8:30Am=4:30PM Mon.-Fr.). This weakness in the trading plan has existed for years even with the new strategy defensive mechanisms. As an example, this week took a 3 day vacation. Trading plan was to hedge current positions before leaving on Tuesday. Instead was forced to hold all positions due to the logistics of the day. When an outside condition other than your strategy causes a trader to take a loss (major) it's time to call it a day until that problem is rectified. I will be making a few contacts this week to get the project back online.
SIM Test Phase 2:
Start Date: 2012-11-07
[A1] Account 1 (Dedicated Long) Opening Balance: $80,000.00
[A2] Account 2 (Dedicated Short) Opening Balance: $80,000.00
Account Total: $160,000.00
Account Goal: $208,000.00
Target Annual Return: 30.00%
-----------------------------------------------------------------------------------
Date: 2012-11-16
Annual Return: (-5.36%)
Total Balance: $151426.71
Account 1 Balance: $71259.71
Account 2 Balance: $80,167.00
Profit/Loss: +$67.98
-----------------------------------------------------------------------------------
Date: 2012-11-15
Annual Return: (-5.40%)
Total Balance: $151358.73
Account 1 Balance: $71191.73
Account 2 Balance: $80,167.00
Profit/Loss: (-$915.93)
-----------------------------------------------------------------------------------
Date: 2012-11-14
Annual Return: (-4.83%)
Total Balance: $152274.66
Account 1 Balance: $72107.66
Account 2 Balance: $80,167.00
Profit/Loss: (-$3224.04)
-----------------------------------------------------------------------------------
Date: 2012-11-13
Annual Return: (-0.75%)
Total Balance: $155498.70
Account 1 Balance: $75331.70
Account 2 Balance: $80,167.00
Profit/Loss: (-$3296.05)
-----------------------------------------------------------------------------------
Strategy Execution Rating: 0
Trades:
Note: Trades will only be posted in this section once the position has been open /closed. The default volume per trade is (400) shares.
APA
Total P/L: +$279.00
[A1] P/L: +$192.00
[A2] P/L:+$87.00
OXY
Total P/L: +$260.00
[A1] P/L: +$180.00
[A2] P/L: +$80.00
PEP
Total P/L: $0.00
[A1] P/L: $0.00
[A2] P/L: $0.00
SBUX
Total P/L: $0.00
[A1] P/L: $0.00
[A2] P/L: $0.00
Positions:
APA: $75.30
[A1] (800):
[A2] (0)
OXY: $73.81
[A1] (1200):
[A2] (0):
PEP: $68.31
[A1] (400):
[A2] (0)
SBUX: $48.76
[A1] (800):
[A2] (0)
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TBA99
Registered: Nov 2006
Posts: 74 |
12-24-12 09:00 AM
Project Update:
SIM Testing Phase 2 is still on hold. No ETA on the office space.
This phase of testing was cut short before the strategy was able to be proven either way. The strategy requires an overseer during the trading day. One hour pre-market and One hour post-market time is required to prepare and maintain the strategy. Unfortunately, this window of opportunity is unavailable at the moment. Hopefully in 2013 the opportunity to retest the strategy will present itself.
To keep involved in the markets, a new strategy to the long side will be tested in early 2013. It will use longer term hold periods and require minimal user intervention. The criteria for the stock being traded is similar to the previous testing stages. Stocks that have a daily price range of $1-$3, priced between $40.00 - $100.00, with an average volume of over 2M. Only 1 account is required to test this strategy. Would also like to test the communications with a Twitter account for real-time calls. Note this is just a SIM research project.
Account [1] Stock Holdings Update:
P/L has moved from the red into the black.
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Date: 2012-12-21
Annual Return: (+5.08%)
Account 1 Balance: $84667.70
-----------------------------------------------------------------------------------
Closed Positions:
APA
2012-12-18 (400) $80.00
OXY
2012-12-18 (400) $78.31
2012-12-19 (400) $79.00
PEP
2012-11-23 (400) $69.98
SBUX
2012-11-29 (800) $52.00
Current Holdings:
APA (400)
OXY (400)
Account [2] Update: No Change
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